Volume 20 (2016)

Table of contents

Partially linear estimation using sufficient dimension reduction
p. 1-17
A note on spectral gap and weighted Poincaré inequalities for some one-dimensional diffusions
p. 18-29
Continuous time mean-variance portfolio optimization through the mean field approach
p. 30-44
Negative dependence and stochastic orderings
p. 45-65
Empirical likelihood confidence bands for mean functions of recurrent events with competing risks and a terminal event
p. 66-94
Integrated depth for functional data: statistical properties and consistency
p. 95-130
Poisson approximation of subgraph counts in stochastic block models and a graphon model
p. 131-142
Posterior contraction rate for non-parametric Bayesian estimation of the dispersion coefficient of a stochastic differential equation
p. 143-153
Ergodicity of Lévy-Type Processes
p. 154-177
Minimal supersolutions of convex BSDEs under constraints
p. 178-195
Statistical estimation of jump rates for a piecewise deterministic Markov processes with deterministic increasing motion and jump mechanism
p. 196-216
Spectral analysis of the Gram matrix of mixture models
p. 217-237
Asymptotic behavior of critical indecomposable multi-type branching processes with immigration
p. 238-260
Moderate deviations for shortest-path lengths on random segment processes
p. 261-292
Multidimensional limit theorems for homogeneous sums: A survey and a general transfer principle
p. 293-308
Non-asymptotic oracle inequalities for the Lasso and Group Lasso in high dimensional logistic model
p. 309-331
A fully data-driven method for estimating the shape of a point cloud
p. 332-348
Extremes and limit theorems for difference of chi-type processes
p. 349-366
The coupon collector’s problem revisited: generalizing the double Dixie cup problem of Newman and Shepp
p. 367-399
Conditioned multi-type Galton−Watson trees
p. 400-416
Poisson sphere counting processes with random radii
p. 417-431
Adaptive confidence bands for Markov chains and diffusions: Estimating the invariant measure and the drift
p. 432-462
Seeking relevant information from a statistical model
p. 463-479
Limit behaviour of BSDE with jumps and with singular terminal condition
p. 480-509
A test for the equality of monotone transformations of two random variables
p. 510-526
Ergodicity and limit theorems for degenerate diffusions with time periodic drift. Application to a stochastic Hodgkin−Huxley model
p. 527-554
Step semi-Markov models and application to manpower management
p. 555-571
Analysis of a splitting scheme for a class of random nonlinear partial differential equations
p. 572-589